The family members had last been seen driving in their car on Friday, the National Center for Missing and Exploited Children said in a statement.

Their abandoned, smoldering, tan Dodge SUV was found upside down in a ditch in Hermanville, Miss., Saturday morning, Copiah County Sheriff Harold Jones told ABCNews.com Monday, but the family had not been seen or heard from since Friday.

Burns led investigators to an old home near the rural area where the family's overturned car had been found. Inside the home, law enforcement officials found the bodies of the three family members, who had all been shot, WAPT-TV reported.

It is unclear if there is a connection between Burns and the family.

Copiah County Coroner Ellis Stuart told ABCNews.com that the family's bodies were sent to the Mississippi State Medical Examiner's Office in Jackson, where an autopsy will take place this afternoon.

Stuart confirmed the bodies appeared to have gunshot wounds, but declined to say where the mother, her son and her husband had been shot.